I think the Datel one is mostly designed to work with routers rather than modems. You might be able to plug the ethernet cable into the back of your computer and set stuff like firewall rules. Although I don't know for sure.

I recieved my LAN adaptor yesterday. I plugged it into my router and it goes like a dream. Virtually no set up either. Just did wired option and it connected.

Also went slightly faster than my old USB dongle, which ended up burning out.